NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	2.708	2.709	0.001	0.0%	2.679
High	2.741	2.849	0.108	3.9%	2.800
Low	2.669	2.699	0.030	1.1%	2.588
Close	2.684	2.823	0.139	5.2%	2.631
Range	0.072	0.150	0.078	108.3%	0.212
ATR	0.116	0.120	0.003	3.0%	0.000
Volume	36,008	60,028	24,020	66.7%	220,243

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.182	2.906
R3	3.090	3.032	2.864
R2	2.940	2.940	2.851
R1	2.882	2.882	2.837	2.911
PP	2.790	2.790	2.790	2.805
S1	2.732	2.732	2.809	2.761
S2	2.640	2.640	2.796
S3	2.490	2.582	2.782
S4	2.340	2.432	2.741

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.309	3.182	2.748
R3	3.097	2.970	2.689
R2	2.885	2.885	2.670
R1	2.758	2.758	2.650	2.716
PP	2.673	2.673	2.673	2.652
S1	2.546	2.546	2.612	2.504
S2	2.461	2.461	2.592
S3	2.249	2.334	2.573
S4	2.037	2.122	2.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.849	2.581	0.268	9.5%	0.102	3.6%	90%	True	False	45,011
10	2.849	2.581	0.268	9.5%	0.105	3.7%	90%	True	False	43,031
20	2.970	2.581	0.389	13.8%	0.117	4.1%	62%	False	False	42,121
40	2.970	2.377	0.593	21.0%	0.118	4.2%	75%	False	False	37,696
60	2.970	2.377	0.593	21.0%	0.118	4.2%	75%	False	False	34,752
80	2.980	2.377	0.603	21.4%	0.119	4.2%	74%	False	False	31,989
100	3.570	2.377	1.193	42.3%	0.127	4.5%	37%	False	False	30,259
120	3.570	2.377	1.193	42.3%	0.132	4.7%	37%	False	False	29,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.487
2.618	3.242
1.618	3.092
1.000	2.999
0.618	2.942
HIGH	2.849
0.618	2.792
0.500	2.774
0.382	2.756
LOW	2.699
0.618	2.606
1.000	2.549
1.618	2.456
2.618	2.306
4.250	2.062

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	2.807	2.795
PP	2.790	2.766
S1	2.774	2.738

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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